EL4E.DE vs. PR1Z.DE
EL4E.DE (Deka STOXX Europe Strong Style Composite 40 UCITS ETF) and PR1Z.DE (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds - EL4E.DE tracks the STOXX Europe Strong Style Composite 40 Index while PR1Z.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, EL4E.DE returned 2.47%/yr vs 11.34%/yr for PR1Z.DE. A 0.78 correlation means they provide meaningful diversification when combined. EL4E.DE charges 0.66%/yr vs 0.05%/yr for PR1Z.DE.
Performance
EL4E.DE vs. PR1Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4E.DE achieves a 5.86% return, which is significantly lower than PR1Z.DE's 10.76% return.
EL4E.DE
- 1D
- -0.34%
- 1M
- -1.62%
- 6M
- -1.91%
- YTD
- 5.86%
- 1Y
- 9.41%
- 3Y*
- 10.11%
- 5Y*
- 2.47%
- 10Y*
- 8.80%
PR1Z.DE
- 1D
- -0.90%
- 1M
- -1.74%
- 6M
- 6.62%
- YTD
- 10.76%
- 1Y
- 20.54%
- 3Y*
- 16.17%
- 5Y*
- 11.34%
- 10Y*
- —
EL4E.DE vs. PR1Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 5.86% | 10.62% | 11.03% | 16.21% | -27.49% | 23.99% | 14.63% | 20.92% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 10.76% | 24.78% | 9.45% | 19.41% | -12.44% | 27.38% | -4.63% | 22.47% |
Correlation
The correlation between EL4E.DE and PR1Z.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.78 |
The correlation between EL4E.DE and PR1Z.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
EL4E.DE vs. PR1Z.DE — Risk / Return Rank
EL4E.DE
PR1Z.DE
EL4E.DE vs. PR1Z.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EL4E.DE | PR1Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.26 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.98 | -1.26 |
| Martin ratioReturn relative to average drawdown | 1.99 | 7.42 | -5.43 |
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Drawdowns
EL4E.DE vs. PR1Z.DE - Drawdown Comparison
The maximum EL4E.DE drawdown since its inception was -50.61%, which is greater than PR1Z.DE's maximum drawdown of -39.55%. Use the drawdown chart below to compare losses from any high point for EL4E.DE and PR1Z.DE.
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Drawdown Indicators
| EL4E.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.61% | -39.55% | -11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -10.31% | -2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -15.67% | -7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -40.69% | -24.21% | -16.48% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | — | — |
Current DrawdownCurrent decline from peak | -4.33% | -3.14% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -5.54% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 2.76% | +1.96% |
Volatility
EL4E.DE vs. PR1Z.DE - Volatility Comparison
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has a higher volatility of 5.25% compared to Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) at 4.10%. This indicates that EL4E.DE's price experiences larger fluctuations and is considered to be riskier than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4E.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.10% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 12.54% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 14.77% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 16.31% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 18.65% | +1.34% |
EL4E.DE vs. PR1Z.DE - Expense Ratio Comparison
EL4E.DE has a 0.66% expense ratio, which is higher than PR1Z.DE's 0.05% expense ratio.
Dividends
EL4E.DE vs. PR1Z.DE - Dividend Comparison
EL4E.DE's dividend yield for the trailing twelve months is around 1.31%, less than PR1Z.DE's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 1.31% | 0.93% | 1.28% | 0.60% | 2.51% | 0.23% | 0.95% | 1.28% | 1.02% | 0.23% | 2.62% | 1.99% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 2.28% | 2.53% | 2.77% | 2.80% | 3.09% | 1.83% | 2.11% | 2.60% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4E.DE and PR1Z.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.66% for EL4E.DE.
EL4E.DE tracks STOXX Europe Strong Style Composite 40 Index, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.66% for EL4E.DE and 0.05% for PR1Z.DE.
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